The capacity of small powers to think strategically remains a limited field of interest in historical thinking and international relations. Thus, beyond the debate concerning the capacity of small states to be full-fledged actors in the international system, there appears to be a denial of the conceptualization and doctrinal innovation capacity of small powers despite the historical redundancy of the victory of the weak over the strong. However, small powers are by nature more sensitive to threats due to their limited response capabilities, and are therefore more inclined to rationalize their action over the long term in order to develop national (military, economic, diplomatic capabilities, etc.) and international (alliances, international organizations, etc.) mechanisms for containing these threats. In this respect, this thesis proposes to look at the construction of the strategic thinking of small powers in the face of perceived threats and the means used to try to contain them. The aim is therefore to study the mechanisms by which small powers found a Grand Strategy (transcribed in the form of doctrines) to deal with the security dilemmas they face. To this end, three case studies were analyzed (Luxembourg, Singapore, Lithuania), chosen for the diversity of their strategic and historical contexts offering a variety of security dilemmas. The Grand Strategy being in essence a conceptual construction with a prospective and applicative aim, a theoretical as well as a practical methodology (through the use of immediate history and wargaming) was then implemented. Two sets of lessons can be drawn from this thesis. The first is methodological, confirming the interest of doctrinal studies as a field of strategic reflection, and establishing wargaming as a prospective tool adapted to the conduct of fundamental research. The second, conceptual, allows for a better understanding of the capacity of small powers to create great and efficient strategies, which must be taken into account within the strategic genealogy ...